+3,068.2%
LITE vs DE
+762.0%
+2,306.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.1% |
| 7D | -35.9% | -0.6% | -35.4% | -35.6% |
| 30D | -51.5% | +2.3% | -53.8% | -52.1% |
| 3M | -35.7% | +9.5% | -45.2% | -38.9% |
| 6M | -43.0% | +14.1% | -57.1% | -47.0% |
| YTD | +46.1% | +45.4% | +0.7% | +21.6% |
| 1Y | +124.7% | +42.9% | +81.8% | +87.5% |
| 3Y | +1,172.1% | +84.8% | +1,087.2% | +840.6% |
| 5Y | +477.0% | +101.8% | +375.2% | +294.2% |
| 10Y | +1,465.7% | +788.0% | +677.7% | +515.4% |
| All | +3,068.2% | +762.0% | +2,306.2% | +997.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling